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Update main automation workflow to use wildcard for dotcover report path
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namespace QuanTAlib;
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using System;
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using System.Collections.Generic;
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using System.Linq;
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/* <summary>
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COVAR: Covariance
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Covariance is defined as the expected value (or mean) of the product
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of their deviations from their individual expected values.
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Sources:
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https://en.wikipedia.org/wiki/Covariance
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</summary> */
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public class COVAR_Series : Pair_TSeries_Indicator
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{
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public COVAR_Series(TSeries d1, TSeries d2, int period, bool useNaN = false) : base(d1, d2, period, useNaN)
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{
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if (base._d1.Count > 0 && base._d2.Count > 0) {
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for (int i = 0; i < base._d1.Count; i++) {
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this.Add(base._d1[i], base._d2[i], false);
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}
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}
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}
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private readonly System.Collections.Generic.List<double> _x = new();
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private readonly System.Collections.Generic.List<double> _y = new();
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private readonly System.Collections.Generic.List<double> _xy = new();
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public override void Add((System.DateTime t, double v) TValue1, (System.DateTime t, double v) TValue2, bool update)
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{
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BufferTrim(_x, TValue1.v, _p, update);
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BufferTrim(_y, TValue2.v, _p, update);
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BufferTrim(_xy, TValue1.v * TValue2.v, _p, update);
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double _avgx = _x.Average();
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double _avgy = _y.Average();
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double _avgxy = _xy.Average();
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double _covar = _avgxy - (_avgx * _avgy);
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var result = (TValue1.t, (this.Count < this._p - 1 && this._NaN) ? double.NaN : _covar);
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if (update) { base[base.Count - 1] = result; } else { base.Add(result); }
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}
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}
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